v3.26.1
FINANCIAL INSTRUMENTS AND RISK MANAGEMENT
12 Months Ended
Dec. 31, 2025
Disclosure of detailed information about financial instruments [abstract]  
FINANCIAL INSTRUMENTS AND RISK MANAGEMENT
NOTE 37 - FINANCIAL INSTRUMENTS AND RISK MANAGEMENT
37.1- Classification of financial instruments by category
The carrying amounts of the Company’s financial assets and financial liabilities represent a reasonable approximation of their fair values. The Company uses the following classification to categorize its financial instruments and their respective hierarchy levels:
Level12/31/202512/31/2024
FINANCIAL ASSETS
Amortized cost27,559,236 39,017,827 
Cash and cash equivalents16,417,860 26,572,522 
Accounts receivable, net6,098,448 6,513,888 
Restricted cash4,097,063 3,679,483 
Reimbursement rights754,672 1,613,335 
Loans, financing and debentures191,193 638,599 
Fair value through result12,930,988 11,537,109 
Marketable securities211,421,280 8,967,937 
Beneficiary parties2435,235 417,242 
Derivative financial instruments21,074,473 2,151,930 
Fair value through other comprehensive income1,237,786 946,059 
Investments (Interests)11,175,539 861,234 
Derivative financial instruments 262,247 84,825 
FINANCIAL LIABILITIES
Amortized cost112,069,908 109,460,695 
Loans, financing and debentures61,034,561 59,297,533 
Obligations of Law No. 14,182/202143,766,663 42,022,123 
Suppliers3,927,925 2,764,288 
Compulsory loan – Agreements1,073,452 1,105,534 
RGR Returns695,705 932,250 
Reimbursement obligations357,460 70,803 
Shareholders compensation136,124 2,490,668 
Leases488,606 182,583 
Concessions payable - use of public property589,412 594,913 
Fair value through result15,064,322 17,500,976 
Loans, financing and debentures13,261,203 16,323,041 
Derivative financial instruments1,803,119 1,177,935 
The Company’s financial assets and financial liabilities measured at fair value are classified and disclosed according to the following hierarchy levels:
Level 1 – quoted (unadjusted) prices in active, liquid, and observable markets for identical assets or liabilities that are accessible at the measurement date; and
Level 2 – quoted prices (adjusted or unadjusted) for similar assets or liabilities in active markets, or other inputs that are observable for the asset or liability, either directly or indirectly, other than quoted prices included within Level 1.
37.2 - Capital risk management
The Company monitors its capital based on a financial leverage ratio. This ratio corresponds to net debt divided by total capital. Financial leverage, in turn, comprises the total amount of short‑ and long‑term loans, borrowings, and debentures (see Note 24), less cash and cash equivalents and securities and marketable securities (see Notes 6 and 8). Total capital is calculated as the sum of equity, as presented in the consolidated balance sheet, and net debt.
12/31/202512/31/2024
Total loans, financing and debentures74,295,764 75,620,574 
(+) Derivative financial instruments - debt protection728,646 (974,381)
(-) Marketable securities(11,856,515)(9,385,179)
(-) Cash and cash equivalents (16,417,860)(26,572,522)
Net debt46,750,035 38,688,492 
(+) Total shareholders’ equity118,501,657 121,999,776 
Total Capital165,251,692 160,688,268 
Financial leverage index (%)2824
37.3 - Financial risk management
In the course of its operations, the Company is exposed to risk events that may affect the achievement of its strategic objectives. Risk management is primarily aimed at anticipating and minimizing the adverse effects of such events on the Company’s business activities and economic and financial performance.
For the management of financial risks, the Company has established operational and financial policies and strategies, approved by internal committees and Management, designed to ensure liquidity, security, and profitability of its assets, as well as to maintain the levels of indebtedness and debt profile defined for its economic and financial cash flows.
The sensitivity analyses presented below were prepared with the objective of measuring the impact of changes in market variables on each of the Company’s financial instruments. Accordingly, they represent projections based on assessments of macroeconomic scenarios and do not imply that the transactions will achieve the amounts presented over the analysis period considered.
The main financial risks identified in the risk management process are as follows:
37.3.1 - Liquidity risk
The table below analyzes, on a nominal basis, the Company’s non‑derivative financial liabilities by maturity ranges, corresponding to the remaining period from the balance sheet date through the final contractual maturity date. Contractual
maturity is based on the latest date on which the Company is required to settle the obligations and include the related contractual interest amounts, where applicable.
12/31/2025
Nominal payment flow
Up to 1 yearFrom 1 to 2 YearsFrom 2 to 5 YearsOver 5 YearsTotal
Financial Liabilities (Current / Non-Current)21,819,272 23,826,155 47,477,378 102,121,795 195,244,599 
Obligations under Law No. 14.182/20213,738,498 6,364,054 13,458,478 61,111,171 84,672,201 
Loans, financing and debentures13,204,167 17,295,202 33,703,903 40,598,177 104,801,449 
Suppliers3,916,279 10,347 — — 3,926,626 
RGR Returns695,705 — — — 695,705 
Shareholder Remuneration136,124 — — — 136,124 
Leases72,981 45,856 114,854 65,166 298,857 
Concessions payable UBP55,518 110,695 200,143 347,281 713,637 
12/31/2024
Nominal payment flow
Up to 1 yearFrom 1 to 2 YearsFrom 2 to 5 YearsOver 5 YearsTotal
Financial Liabilities (Current / Non-Current)22,599,741 22,968,512 41,394,062 97,366,345 184,328,660 
Obligations of Law No. 14,182/20212,953,184 3,439,353 12,906,745 62,908,147 82,207,429 
Loans, financing and debentures 13,769,529 18,913,993 28,317,110 34,133,371 95,134,003 
Suppliers2,756,329 7,959 — — 2,764,288 
RGR Returns492,276 439,974 — — 932,250 
Reimbursement Obligations 55,517 15,286 — — 70,803 
Shareholders remuneration 2,490,668 — — — 2,490,668 
Leases 31,192 20,183 29,536 41,971 122,882 
Concessions payable UBP51,046 131,764 140,671 282,856 606,337 

37.3.2 - Derivative Financial Instruments
37.3.2.1 - Derivative financial instruments for hedging debt and firm commitments
MaturityNotional value12/31/202512/31/202412/31/202512/31/2024
AssetLiability
Debt protection derivative
Credit agreement - US$ vs CDI1/8/2025493,000 — 118,733 — — 
Bonds - US$ vs CDI2/4/20252,535,300 — 500,998 — — 
Credit agreement - US$ vs CDI8/29/2025219,150 — 54,290 — — 
Credit agreement - US$ vs CDI12/9/2025500,000 — 13,170 — — 
Credit agreement - EUR vs CDI12/23/2025500,000 — 5,245 — — 
Credit agreement - US$ vs CDI2/27/2026500,000 — — 42,071 — 
Credit agreement - US$ vs CDI8/11/2026350,000 — — 11,840 — 
Credit agreement - US$ vs CDI12/4/2026322,560 1,895 — — — 
Credit agreement - EUR vs CDI12/21/2026245,000 1,764 — — — 
Credit agreement - EUR vs CDI8/16/2027400,000 25,446 — 42,633 — 
Credit agreement - US$ vs CDI12/3/2027215,040 18,181 — 17,981 — 
Credit agreement - US$ vs CDI12/16/2027216,760 17,387 — 17,758 — 
Credit agreement - US$ vs CDI6/20/2029232,873 16,712 47,415 1,752 7,603 
Bonds - US$ vs CDI2/4/20303,810,300 428,933 715,544 355,301 235,194 
Debentures - IPCA vs CDI6/15/20314,900,000 331,658 142,788 279,429 343,924 
Debentures - IPCA vs CDI9/15/20341,630,000 87,849 — 103,383 89,867 
SACE - US$ vs CDI12/4/20342,378,400 — 266,397 207,039 185,005 
Bonds - US$ vs CDI1/11/20354,229,025 — 287,736 586,756 316,342 
Debentures - IPCA vs CDI7/16/20352,000,000 96,620 — 102,499 — 
Debentures - IPCA vs CDI9/17/2035700,000 48,028 — 34,677 — 
1,074,473 2,152,316 1,803,119 1,177,935 
Long-term commitment derivatives
NDF US$4/30/202567,113 — 224 — — 
NDF US$ and Primary Aluminum10/1/2025444 — 91 — — 
NDF US$ and Primary Aluminum11/1/2025447 — 92 — — 
NDF US$ and Primary Aluminum12/1/2025451 — 91 — — 
NDF US$ and Primary Aluminum2/1/202633,089 4,695 6,548 — — 
NDF US$2/27/20261,636 251 — — — 
NDF US$ and Primary Aluminum3/1/202658,884 8,312 11,635 — — 
NDF US$ and Primary Aluminum4/1/202659,296 8,191 11,684 — — 
NDF US$ and Primary Aluminum5/1/202659,718 8,316 11,752 — — 
NDF US$ and Primary Aluminum6/1/202660,181 8,313 11,726 — — 
NDF US$6/30/2026650 103 — — — 
NDF US$ and Primary Aluminum7/1/202660,617 8,338 11,751 — — 
NDF US$7/31/2026650 103 — — — 
NDF US$ and Primary Aluminum8/1/202661,081 8,354 11,852 — — 
NDF US$8/31/2026337 53 — — — 
NDF US$ and Primary Aluminum9/1/202634,560 5,098 6,993 — — 
NDF US$11/30/2026626 100 — — — 
NDF US$12/30/20261,487 238 — — — 
NDF US$1/29/20271,769 283 — — — 
NDF US$2/26/20271,395 224 — — — 
NDF US$3/31/20272,068 333 — — — 
NDF US$4/30/20271,665 269 — — — 
NDF US$5/31/20271,178 192 — — — 
NDF US$6/30/2027757 124 — — — 
NDF US$7/30/2027252 42 — — — 
NDF US$8/31/2027409 67 — — — 
NDF US$9/30/2027157 26 — — — 
NDF US$10/29/2027241 40 — — — 
NDF US$11/30/2027325 54 — — — 
NDF US$12/30/2027168 28 — — — 
NDF US$1/31/2028337 57 — — — 
NDF US$2/25/202884 14 — — — 
NDF US$3/31/2028168 29 — — — 
62,247 84,439   

Maturity12/31/202512/31/2024
Variation of fair value of the derivative— — 
Credit agreement - US$ vs CDI1/8/2025(11,948)109,356 
Bonds - US$ vs CDI2/4/2025(193,974)560,392 
Credit agreement - US$ vs CDI8/29/2025(44,993)52,930 
Credit agreement - US$ vs CDI12/9/2025(103,798)13,170 
Credit agreement - EUR vs CDI12/23/2025(38,697)5,245 
Credit agreement - US$ vs CDI2/27/2026(63,887)— 
Credit agreement - US$ vs CDI6/18/2026— 68,485 
Credit agreement - US$ vs CDI8/11/2026(11,840)— 
Credit agreement - US$ vs CDI12/4/20261,895 — 
Credit agreement - EUR vs CDI12/21/20261,764 — 
Credit agreement - EUR vs CDI8/16/2027(17,186)— 
Credit agreement - US$ vs CDI12/3/2027200 — 
Credit agreement - US$ vs CDI12/16/2027(371)— 
Credit agreement - US$ vs CDI6/20/2029(33,446)41,141 
Bonds - US$ vs CDI2/4/2030(700,988)634,410 
Debentures - IPCA vs CDI6/16/2031(88,822)(296,800)
Debentures - IPCA vs CDI9/15/2034(14,779)(89,867)
SACE - US$ vs CDI12/4/2034(500,256)81,392 
Bonds - US$ vs CDI1/11/2035(851,612)(28,606)
Debentures - IPCA vs CDI7/16/2035(5,879)— 
Debentures - IPCA vs CDI9/17/203513,351 — 
Derivative Result(2,665,266)1,151,248 
Variation of fair value of the protected debt
Credit agreement1/8/202510,718 (165,382)
Bonds2/4/2025122,640 (765,876)
Credit agreement8/29/202525,167 (68,059)
Credit agreement12/9/202536,360 (17,497)
Credit agreement12/23/2025(29,242)(7,838)
Credit agreement2/27/20262,664 — 
Credit agreement6/18/2026— (257,569)
Credit agreement8/11/2026(9,836)— 
Credit agreement12/4/2026(5,734)— 
Credit agreement12/21/2026(3,181)— 
Credit agreement8/16/2027(10,792)— 
Credit agreement12/3/2027(4,296)— 
Credit agreement12/16/2027(2,789)— 
Credit agreement6/20/202910,681 (59,203)
Bonds2/4/203048,287 (1,068,243)
Debentures6/16/2031(600,834)(53,596)
Debentures9/15/2034(211,489)46,824 
SPA (SACE)12/4/2034130,855 (206,217)
Bonds1/11/2035(122,379)(95,074)
Debentures7/16/2035(63,802)— 
Debentures9/17/20357,150 — 
Debt Result(669,852)(2,717,730)
Net Financial Result(3,335,118)(1,566,482)

12/31/202512/31/2024
Balance on January 123,257,512 6,757,343 
Designation of protected debt4,949,360 18,630,425 
Fair value assessment - result669,852 2,717,730 
Amortizations(6,012,836)(4,847,986)
Balance as of December 31st22,863,888 23,257,512 
12/31/202512/31/2024
Balance on January 1(1,058,820)283,908 
Fair value assessment - result2,665,266(1,151,248)
Fair value assessment - OCI22,146(84,825)
Amortizations(962,193)(106,655)
Balance as of December 31st666,399(1,058,820)

37.4 - Financial Risk Management
37.4.1 - Interest Rate Risk
a)Domestic Indexers
Interest Rate Increase Risk
Effect on result
Balance on
12/31/2025
Scenario I -
Probable 20261
Scenario II
(+25%)1
Scenario III
(+50%)1
CDILoans, financing and debentures(42,532,019)(5,167,640)(6,460,614)(7,753,587)
Financing and loans receivable— — — — 
Impact on the result(42,532,019)(5,167,640)(6,460,614)(7,753,587)
SELICLoans, financing and debentures— — — — 
AIC Reimbursement 54,774 6,710 8,386 10,067 
Impact on the result54,774 6,710 8,386 10,067 
TJLPLoans, financing and debentures(2,919,980)(264,842)(331,126)(397,409)
Impact on the result(2,919,980)(264,842)(331,126)(397,409)
IGPM (General Market Price Index)Leases(342,644)(13,534)(16,927)(20,319)
Financing and loans receivable— — — — 
Impact on the result(342,644)(13,534)(16,927)(20,319)
Obligations of Law No. 14,182/2021(43,766,663)(1,890,720)(2,363,400)(2,836,080)
IPCALoans, financing and debentures(21,028,085)(908,413)(1,135,517)(1,362,620)
Right of reimbursement699,898 30,236 37,794 45,353 
Impact on the result(64,094,850)(2,768,897)(3,461,123)(4,153,347)
Impact on profit or loss in case of assessment of national indexes(109,834,719)(8,208,203)(10,261,404)(12,314,596)
(1) Assumptions adopted:12/31/2025Likely+25%+50%
CDI14.90 12.15 15.19 18.23 
SELIC15.00 12.25 15.31 18.38 
TJLP8.05 9.07 11.34 13.61 
IGPM (General Market Price Index)-1.05 3.95 4.94 5.93 
IPCA4.32 4.32 5.40 6.48 
Financing contracts hedged by derivatives for which the Company assumes a liability position linked to the variable interest rate curve in Brazilian Reais (CDI) are included in the interest rate risk composition.
Accounting Policy
Recognition and measurement:
Financial assets and financial liabilities are initially recognized at fair value and subsequently measured at amortized cost or at fair value, in accordance with IFRS 9 – Financial Instruments.
Transaction costs that are directly attributable to the acquisition or issuance of financial assets and financial liabilities are added to or deducted from the fair value of the financial assets or financial liabilities, as applicable, after initial recognition.
Financial assets
The Company’s financial assets are initially recognized at fair value and subsequently measured, as a whole, either at amortized cost or at fair value, depending on their classification.
a) A financial asset is measured at amortized cost if it meets both of the following conditions:
it is held within a business model whose objective is to hold financial assets in order to collect contractual cash flows; and
its contractual terms give rise, on specified dates, to cash flows that are solely payments of principal and interest on the principal amount outstanding.
b) A financial asset is measured at fair value through other comprehensive income (FVOCI) if it meets both of the following conditions:
it is held within a business model whose objective is achieved by both collecting contractual cash flows and selling financial assets; and
its contractual terms give rise, on specified dates, to cash flows that are solely payments of principal and interest on the principal amount outstanding.
Upon initial recognition of an investment in an equity instrument that is not held for trading, the Company may make an irrevocable election to present subsequent changes in the fair value of the investment in other comprehensive income (OCI). The Company elects to recognize changes in the fair value of its Olsen|| charged to OCI when it does not have control, joint control, or significant influence over the investee.
c) Financial assets that are not classified as measured at amortized cost or FVOCI, as described above, are classified as measured at fair value through profit or loss (FVTPL). On initial recognition, the Company may irrevocably designate a financial asset that otherwise meets the criteria for measurement at amortized cost or FVOCI as measured at FVTPL if doing so eliminates or significantly reduces an accounting mismatch that would otherwise arise.
Business model assessment
The Company assesses the objective of the business model in which a financial asset is held, as this best reflects the manner in which the business is managed and the information provided to Management.
Assessment of contractual cash flows
For the purpose of assessing whether contractual cash flows constitute solely payments of principal and interest, principal is defined as the fair value of the financial asset at initial recognition. Interest is defined as consideration for the time value of money and for the credit risk associated with the principal amount outstanding during a particular period, as well as for other basic lending risks and costs.
The Company considers the contractual terms of the instrument when assessing whether contractual cash flows are composed solely of payments of principal and interest. This includes an assessment of whether the financial asset contains a contractual term that could change the timing or amount of contractual cash flows in such a way that the condition would no longer be met.
Financial Liabilities
Financial liabilities, which include loans and borrowings, trade payables, and other accounts payable, are initially measured at fair value and subsequently measured at amortized cost using the effective interest method, when not designated as hedging instruments. Interest expenses, as well as foreign exchange gains and losses, are recognized in profit or loss.
The effective interest method is used to calculate the amortized cost of a financial liability and to allocate the related interest expense over the relevant period. The effective interest rate is the rate that exactly discounts estimated future cash flows (including fees and premiums paid or received that form an integral part of the effective interest rate, transaction costs, and other premiums or discounts) over the expected life of the financial liability, or, when appropriate, over a shorter period, to the net carrying amount on initial recognition.
Derivative financial instruments
The Company uses derivative financial instruments to reduce its exposure to interest rate and foreign exchange risks, including interest rate swap contracts and non‑deliverable forwards (NDFs).
Derivatives are initially recognized at fair value on the trade date and are subsequently measured at fair value through changes in fair value. Changes in the fair values of derivatives designated as fair value hedging instruments are recognized in finance results, while derivatives related to cash flow hedges are recognized in other comprehensive income (OCI).
Hedge accounting
The Company, considering the benefits of reducing earnings volatility and enhancing transparency regarding the effects of hedging activities, adopts hedge accounting. In accordance with IFRS 9 – Financial Instruments, there are three types of hedging relationships:
Fair value hedge: a hedge of exposure to changes in the fair value of a recognized asset or liability or of an unrecognized firm commitment;
Cash flow hedge: a hedge of exposure to variability in cash flows that is attributable to a specific risk associated with all or a component of a recognized asset or liability, or a highly probable forecast transaction, and that could affect profit or loss; and
Net investment hedge in a foreign operation: a hedge of a net investment in a foreign operation.
The Company’s debt instruments designated as hedged items are classified as fair value hedges, for which changes in the fair values of both the hedging instruments and the hedged items are recognized in profit or loss.
Unrecognized firm commitments designated as hedged items are classified as cash flow hedges, for which changes in the fair values of the hedging instruments are recognized in other comprehensive income (OCI).
Critical estimates and judgments
For hedged items traded in active markets, fair value measurement is based on observable market prices, using specialized valuation tools, such as Bloomberg. In all other cases, hedging instruments and hedged items are measured using valuation techniques in accordance with IFRS 13 – Fair Value Measurement, which generally apply assumptions based on prevailing market conditions.